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Found 1,660 Documents (Results 1–100)

Counterexamples to abstract probability: ten letters by Jessen, Doob and Dieudonné. (English) Zbl 1523.60016

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 361-373 (2022).
MSC:  60B11 60-03 01A60
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Optimal couplings on Wiener space and an extension of Talagrand’s transport inequality. (English) Zbl 1504.60088

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 147-175 (2022).
MSC:  60H07 60B11 60E15
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On complexification of real spaces and its manifestations in the theory of Bochner and Pettis integrals. (English. Russian original) Zbl 1504.46052

J. Math. Sci., New York 264, No. 6, 768-781 (2022); translation from Sovrem. Mat., Fundam. Napravl. 64, No. 4, 706-722 (2018).
MSC:  46G10 46B99 60B11
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Upper and lower bounds for stochastic processes. Decomposition theorems. 2nd edition. (English) Zbl 1476.60003

Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge 60. Cham: Springer (ISBN 978-3-030-82594-2/hbk; 978-3-030-82595-9/ebook). xviii, 726 p. (2021).
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Densities of distributions of homogeneous functions of Gaussian random vectors. (English. Russian original) Zbl 1492.60009

Dokl. Math. 102, No. 3, 460-463 (2020); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 495, 17-21 (2020).
MSC:  60B11 28A20
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On the Feynman-Kac formula. (English) Zbl 1468.60082

Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 491-506 (2020).
MSC:  60H15 60H10 60B11
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Notes on sub-Gaussian random elements. (English) Zbl 1469.60015

Jaiani, George (ed.) et al., Applications of mathematics and informatics in natural sciences and engineering, AMINSE 2019. Selected papers based on the presentations at the 4th conference, Tbilisi, Georgia, September 23–26, 2019. Cham: Springer. Springer Proc. Math. Stat. 334, 197-203 (2020).
MSC:  60B11
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A Feller transition kernel with measure supports given by a set-valued mapping. (English. Russian original) Zbl 1448.60011

Proc. Steklov Inst. Math. 308, Suppl. 1, 188-195 (2020); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 1, 219-228 (2019).
MSC:  60B11 54C60
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